Hedging of European option of integral type (Q2813430)
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scientific article; zbMATH DE number 6597821
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging of European option of integral type |
scientific article; zbMATH DE number 6597821 |
Statements
24 June 2016
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Bachelier model
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Clark-Ocone representation
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local time
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Trotter-Meyer theorem
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Fubini theorem
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hedging problem
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Hedging of European option of integral type (English)
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0.8340152502059937
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0.8224983811378479
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0.8222344517707825
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0.7925012111663818
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